Marroqu-Martnez Naroa

Naroa Marroqu-Martnez

Information about the author Naroa Marroqu-Martnez will soon be added to the site.
Found 1 papers in total
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?
2013
We extend and generalize some results on bounding security prices under two stochastic...
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